-26.3%
APH vs RDW
+24.9%
-51.2%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -1.6% | -46.2% | -47.6% |
| 7D | -48.7% | -6.6% | -42.1% | -48.2% |
| 30D | -51.9% | -1.8% | -50.2% | -51.8% |
| 3M | -43.6% | -50.9% | +7.3% | -40.0% |
| 6M | -37.5% | +13.5% | -51.0% | -40.3% |
| YTD | -38.6% | +38.6% | -77.2% | -42.4% |
| 1Y | -26.3% | +28.3% | -54.6% | -31.7% |
| All | -26.3% | +24.9% | -51.2% | -31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded RDW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling